-74.7%
GRAB vs CLX
-46.8%
-27.9%
-86.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | 0.0% | -1.0% |
| 7D | -12.0% | -5.9% | -6.1% | -12.1% |
| 30D | -19.5% | -17.0% | -2.5% | -19.8% |
| 3M | -8.0% | -9.6% | +1.6% | -8.1% |
| 6M | -22.2% | -21.5% | -0.7% | -23.2% |
| YTD | -39.7% | -8.8% | -30.9% | -39.7% |
| 1Y | -43.2% | -24.7% | -18.5% | -43.9% |
| 3Y | -19.1% | -35.6% | +16.5% | -21.5% |
| 5Y | -72.0% | -37.6% | -34.4% | -73.8% |
| All | -74.7% | -46.8% | -27.9% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CLX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling